Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51635.1 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48436.04 Kr¶

PnL: ---------------------------------------> -651.53 Kr¶

DD now: ---------------------------------> -0.595 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 14:41:14.551970'

Anic Portfolio¶

Today¶

Return: -0.508 %¶

This Week¶

Return: 8.643 %¶

Total¶

Return: 69.04 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -1.480000 770.400000 97.400000 14.470000 673.000000
HEBA B 70 -0.260000 2716.000000 80.000000 3.030000 2636.000010
Nordea Bank Abp 29 -0.660000 3511.900000 57.900000 1.680000 3453.999992
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.210000 3420.000000 43.000000 1.270000 3377.000000
Swedbank A 3 2.390000 605.100000 41.100000 7.290000 564.000000
AcadeMedia 12 0.610000 598.080000 41.080000 7.380000 557.000004
Resurs Holding 22 0.400000 611.380000 37.380000 6.510000 573.999998
Fasadgruppen Group 38 1.480000 4172.400000 31.400000 0.760000 4140.999992
Samhällsbyggnadsbo. i Norden B 20 0.210000 383.900000 28.900000 8.140000 355.000000
Norva24 Group 16 1.040000 560.960000 17.960000 3.310000 543.000000
Intrum 4 0.590000 542.600000 15.600000 2.960000 527.000000
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Corem Property Group B 59 -0.200000 580.270000 3.270000 0.570000 576.999999
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Securitas B 6 -1.200000 572.160000 2.160000 0.380000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.200000 1.200000 0.490000 246.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Coor Service Management Hold. 8 0.230000 532.400000 0.400000 0.080000 532.000000
Handelsbanken A 5 0.460000 545.750000 -0.250000 -0.050000 546.000000
Midsona B 63 -2.750000 578.970000 -4.030000 -0.690000 582.999984
Sampo Oyj SDB 7 0.090000 3836.000000 -14.000000 -0.360000 3850.000000
Boozt 12 -0.440000 1638.000000 -16.000000 -0.970000 1653.999996
Essity B 2 -0.800000 545.600000 -28.400000 -4.950000 574.000000
CTEK 13 -1.690000 497.900000 -36.100000 -6.760000 533.999999
International Petroleum Corp. 5 -3.160000 552.500000 -42.070000 -7.080000 594.565215
Essity A 4 -1.440000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 -2.650000 552.670000 -60.330000 -9.840000 612.999432
Beijer Electronics Group 27 -2.310000 2970.000000 -114.000000 -3.700000 3083.999994
OX2 22 -0.800000 1767.700000 -221.300000 -11.130000 1989.000002
Axfood 15 0.410000 4062.000000 -238.000000 -5.530000 4300.000005
Ovzon 64 -1.850000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48436.040000 -651.530000 -0.59541% 49087.564636

Updated:¶

'2023-01-31 14:41:27.334099'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶